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Trade: WAVES/USDT/720/LINREG/SUPERTREND/5986

Strategy
WAVES/USDT/720/LINREG/SUPERTREND/5986
Pair
WAVES_USDT
Interval
12h
Score
322157
Daily Profit
0.208924
Profit Factor
1.469291
Profitability
45.864662
Streak
0.000000
Best Strategy
Training Data Length
1977.500000
Evaluation Time
2025-09-27 05:08
Expiration Time
2024-08-15 10:48

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 413147.1244 380805.3308 32341.7936 21673.3924 252146.4295 -230473.0372
Total P&L (%) 413.1471 380.8053 32.3418 21.6734 252.1464 -230.473
Avg Daily Profit (%) 0.2089 0.1926 0.0164 0.0099 0.0637 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -195748 -191540 -89778 -1150073 -960301 -780026
Profit Factor 1.4693 1.7857 1.0817 1.0062 1.1348 0.8571
Total Trades 133 67 66 133 67 66
Winning Trades 61 32 29 61 32 29
Losing Trades 72 35 37 72 35 37
Profitability (%) 45.8647 47.7612 43.9394 45.8647 47.7612 43.9394
Ratio Avg Win / Avg Loss 1.7342 1.9531 1.3801 1.1877 1.2412 1.0936
Largest Winning Trade 185029 185029 59226 613022 613022 291794
Largest Losing Trade -50242 -50242 -45613 -329631 -329074 -329631
Avg Bars in Trades 28 34 22 28 34 22
Avg Bars in Winners 36 37 36 36 37 36
Avg Bars in Losers 21 31 11 21 31 11
Bars Traded 3780 2296 1484 3780 2296 1484
Profit Streak 0 0 590.0892 0 0 590.0892
Trades During Streak 0 0 1 0 0 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 322157 -106884 -430477 -400012 -297967 -705065
Evaluation Data
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1553256000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758938908985,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 61,
            "offset": 0,
            "multiplier": 1.55968
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            413147.1244030184,
            380805.3308428793,
            32341.7935601393,
            21673.3923610207,
            252146.429539049,
            -230473.0371780288
        ],
        [
            413.147124,
            380.805331,
            32.341794,
            21.673392,
            252.14643,
            -230.473037
        ],
        [
            0.208924,
            0.192569,
            0.016355,
            0.009921,
            0.06368,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -195748,
            -191540,
            -89778,
            -1150073,
            -960301,
            -780026
        ],
        [
            1.469291,
            1.785708,
            1.081733,
            1.006222,
            1.134807,
            0.857124
        ],
        [
            133,
            67,
            66,
            133,
            67,
            66
        ],
        [
            61,
            32,
            29,
            61,
            32,
            29
        ],
        [
            72,
            35,
            37,
            72,
            35,
            37
        ],
        [
            45.864662,
            47.761194,
            43.939394,
            45.864662,
            47.761194,
            43.939394
        ],
        [
            1.734245,
            1.953118,
            1.380142,
            1.187671,
            1.241195,
            1.093572
        ],
        [
            185029,
            185029,
            59226,
            613022,
            613022,
            291794
        ],
        [
            -50242,
            -50242,
            -45613,
            -329631,
            -329074,
            -329631
        ],
        [
            28,
            34,
            22,
            28,
            34,
            22
        ],
        [
            36,
            37,
            36,
            36,
            37,
            36
        ],
        [
            21,
            31,
            11,
            21,
            31,
            11
        ],
        [
            3780,
            2296,
            1484,
            3780,
            2296,
            1484
        ],
        [
            0,
            0,
            590.089224,
            0,
            0,
            590.089224
        ],
        [
            0,
            0,
            1,
            0,
            0,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            322157,
            -106884,
            -430477,
            -400012,
            -297967,
            -705065
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "WAVES_USDT",
    "interval": "12h",
    "packets": 25000,
    "actual_packets": 3955,
    "evaluation_days": 1977.5,
    "actual_first_datapoint_time": 1547769600000,
    "first_datapoint_time": 1553256000000,
    "last_datapoint_time": 1718582400000,
    "evaluation_time": 1758938908985,
    "expiration_time": 1723708080000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "linreg",
        "factors": {
            "length": 128,
            "offset": 0
        }
    },
    "second_band": {
        "type": "supertrend",
        "factors": {
            "length": 61,
            "offset": 0,
            "multiplier": 1.55968
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)